+123.4%
EXPE vs INDA
+17.0%
+106.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | +3.1% | -7.3% | -6.5% |
| 30D | -4.5% | +9.1% | -13.7% | -10.6% |
| 3M | -19.7% | +3.2% | -22.9% | -21.6% |
| 6M | +18.3% | +8.5% | +9.8% | +11.5% |
| YTD | -7.3% | -4.6% | -2.7% | -4.7% |
| 1Y | -3.9% | -5.5% | +1.6% | -0.7% |
| All | +123.4% | +17.0% | +106.3% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling